Xiliang Fan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
Stochastic Processes and their Applications
2023-09-15Paper
Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process
Discrete and Continuous Dynamical Systems. Series S
2023-07-03Paper
Regularities for distribution dependent SDEs with fractional noises2023-04-03Paper
Distribution dependent BSDEs driven by Gaussian processes2023-02-07Paper
Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices
SIAM Journal on Control and Optimization
2022-09-29Paper
Distribution dependent SDEs driven by fractional Brownian motions
Stochastic Processes and their Applications
2022-07-27Paper
Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises
Stochastics
2022-05-31Paper
Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts
Bulletin des Sciences Mathématiques
2021-07-08Paper
Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes
Potential Analysis
2021-03-29Paper
A unified approach to gradient type formulas for BSDEs and some applications2021-03-11Paper
A study on the fractional Gruschin type process2019-09-06Paper
Derivative formulas and applications for degenerate stochastic differential equations with fractional noises
Journal of Theoretical Probability
2019-07-18Paper
Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
Stochastics and Dynamics
2017-06-20Paper
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching
Statistics & Probability Letters
2016-04-22Paper
Logarithmic Sobolev inequalities for fractional diffusion
Statistics & Probability Letters
2015-12-22Paper
scientific article; zbMATH DE number 6501133 (Why is no real title available?)2015-10-28Paper
Non autonomous semilinear stochastic evolution equations
Communications in Statistics: Theory and Methods
2015-07-29Paper
Stochastic Volterra equations driven by fractional Brownian motion
Frontiers of Mathematics in China
2015-07-24Paper
Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions
Stochastic Analysis and Applications
2015-04-24Paper
Harnack-Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion
Stochastic Analysis and Applications
2014-08-08Paper
Bismut formulae and applications for stochastic (functional) differential equations driven by fractional Brownian motions2013-08-24Paper
Harnack inequality and derivative formula for SDE driven by fractional Brownian motion
Science China. Mathematics
2013-08-22Paper
scientific article; zbMATH DE number 6178028 (Why is no real title available?)2013-06-20Paper
A reflected backward stochastic differential equation driven by Lévy processes
Acta Mathematica Sinica. Chinese Series
2012-06-01Paper
Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion2012-02-16Paper
A doubly reflected backward stochastic differential equation driven by a Lévy process2011-02-05Paper
An existence theorem of BSDE with two reflecting barriers and discontinuous coefficient2010-11-05Paper
scientific article; zbMATH DE number 5812589 (Why is no real title available?)2010-11-05Paper
Comparison theorem of backward doubly stochastic differential equations driven by Lévy processes and application2010-07-08Paper
A note on the doubly reflected backward stochastic differential equations driven by a Lévy process
Statistics & Probability Letters
2010-04-01Paper
Reflected backward stochastic differential equations driven by a Lévy process
The ANZIAM Journal
2010-01-21Paper


Research outcomes over time


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